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Trade: CHZ/USDT/720/BBU/FWMA/4681

Strategy
CHZ/USDT/720/BBU/FWMA/4681
Pair
CHZ_USDT
Interval
12h
Score
544600
Daily Profit
0.841176
Profit Factor
10.684169
Profitability
32.352941
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 15:37
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1798858.0036 1859839.6908 -60981.6872 104935.2044 1012217.2069 -907282.0025
Total P&L (%) 1798.858 1859.8397 -60.9817 104.9352 1012.2172 -907.282
Avg Daily Profit (%) 0.8136 0.8412 -0.0276 0.0325 0.109 0
Buy And Hold Return (%) 198.2327 198.2327 198.2327 198.2327 198.2327 198.2327
Max Trade Drawdown -120099 -68853 -151498 -1111677 -228590 -1003689
Profit Factor 4.0493 10.6842 0.8467 1.0509 3.1746 0.4322
Total Trades 67 34 33 67 34 33
Winning Trades 19 11 8 19 11 8
Losing Trades 48 23 25 48 23 25
Profitability (%) 28.3582 32.3529 24.2424 28.3582 32.3529 24.2424
Ratio Avg Win / Avg Loss 10.2298 22.3396 2.646 2.6548 6.6378 1.3505
Largest Winning Trade 1846366 1846366 68988 1160629 1160629 209473
Largest Losing Trade -58455 -21635 -58455 -658985 -116799 -658985
Avg Bars in Trades 57 22 93 57 22 93
Avg Bars in Winners 151 48 291 151 48 291
Avg Bars in Losers 20 9 29 20 9 29
Bars Traded 3840 758 3082 3840 758 3082
Profit Streak 0 0 288.0264 0 0 288.0264
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116015 544600 -610590 -615069 -48838 -611701

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574035200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803877564,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 218,
            "offset": 0,
            "std": 1.42851
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1798858.003584014,
            1859839.690810543,
            -60981.6872265296,
            104935.2044104272,
            1012217.2068753403,
            -907282.0024649135
        ],
        [
            1798.858004,
            1859.839691,
            -60.981687,
            104.935204,
            1012.217207,
            -907.282002
        ],
        [
            0.813595,
            0.841176,
            -0.027581,
            0.032458,
            0.109012,
            0
        ],
        [
            198.232749,
            198.232749,
            198.232749,
            198.232749,
            198.232749,
            198.232749
        ],
        [
            -120099,
            -68853,
            -151498,
            -1111677,
            -228590,
            -1003689
        ],
        [
            4.049309,
            10.684169,
            0.846731,
            1.050859,
            3.174581,
            0.43216
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            28.358209,
            32.352941,
            24.242424,
            28.358209,
            32.352941,
            24.242424
        ],
        [
            10.229834,
            22.339626,
            2.646034,
            2.654802,
            6.637761,
            1.350499
        ],
        [
            1846366,
            1846366,
            68988,
            1160629,
            1160629,
            209473
        ],
        [
            -58455,
            -21635,
            -58455,
            -658985,
            -116799,
            -658985
        ],
        [
            57,
            22,
            93,
            57,
            22,
            93
        ],
        [
            151,
            48,
            291,
            151,
            48,
            291
        ],
        [
            20,
            9,
            29,
            20,
            9,
            29
        ],
        [
            3840,
            758,
            3082,
            3840,
            758,
            3082
        ],
        [
            0,
            0,
            288.026361,
            0,
            0,
            288.026361
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116015,
            544600,
            -610590,
            -615069,
            -48838,
            -611701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574035200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803877564,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 218,
            "offset": 0,
            "std": 1.42851
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)